How to prevent my volumetric lighting cube to reduce my main light in the scene
If you are using volume scatter and/or volume absortion, some of the light intensity will be lost due to... scattering or absortion. 

There is no need to change the materials for the other objects, just change the light intensity. 



It is perfectly normal/valid to have high values as long as you get the results you want.

As a different note, the default values of 1 for volume absortion or volme scatter are usually way to high. Play with them and bring them down to get the effect you want.